Roger didn't change his name, he just chooses to go by his middle name. Lots of people do that. A good friend of mine is named Elizabeth Marie, but chooses to go by Marie because she doesn't like her first name. It's not that unusual.

As for why Syd chose to go by Syd rather than Roger, he took his name from a local Cambridge musician named Sid Barrett, but chose to change the spelling to differentiate between the two.